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--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Andrew,
> I have not tried it as I prefer to reset at each scan but there
appears to
> be a flag setting to disable this behavior....
>
> flags - contains the sum of following values
>
> a.. atcFlagResetValues = 1 - reset values at the beginning of scan
> (recommended)
> b.. atcFlagCompositeGroup = 2 - put composite ticker into group
253 and
> EXCLUDE all other tickers from group 253 (avoids adding composite to
> composite)
> c.. atcFlagTimeStamp = 4 - put last scan date/time stamp into
FullName
> field
> d.. atcFlagEnableInBacktest = 8 - allow running AddToComposite in
> backtest/optimization mode
> e.. atcFlagEnableInExplore = 16 - allow running AddToComposite in
> exploration mode
> f.. atcFlagDefaults = 7
> (this is a composition of atcFlagResetValues |
atcFlagCompositeGroup |
> atcFlagTimeStamp flags)
>
>
> Regards,
> Jayson
Jayson,
I didnīt get it.
Could you explain ?
Dimitris Tsokakis
> -----Original Message-----
> From: Andrew [mailto:a.perrin@x...]
> Sent: Tuesday, November 18, 2003 9:53 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Add To Composite Question
>
>
> Add To Composite is a fantastic feature when trying to construct
> market filters. Below in the basic AddToComposite AFL used to build
> a filter based on 5 Day Advance Decline data.
>
> Diff = C - Ref(C,-5);
> AddToComposite(IIf(Diff>0,1,0), "~5D_Adv_Issues" ,"x");
> AddToComposite(IIf(Diff<0,1,0) , "~5D_Dec_Issues" ,"x");
> AddToComposite(1,"~ASX200_Count","x");
>
> I run this over the ASX200 stocks (essentially largest 200 stocks on
> Australian market). My problem / question is since AddToComposite
> calculates over all quotations of given stocks every time it is run,
> it is essentially recalulating itself entirely every day. Problems
> arise when the composition of ASX200 changes - Historical
> AddToComposite values will also change. What I would like is to
> only update Todays value of composite and add this to the historical
> data. Any suggestions?
> Thanks
> Andrew
>
Andrew,
I do not know how to update ONLY the last, say, 3 bars.
I know how to get the mixed composite:
Suppose the OLD database is in WL40 and the NEW is in WL50.
Suppose also the database change on Nov14, 2003.
Then, you may run, for ALL stocks, all quotations the
AddToComposite(IIf(DateNum()<1031114,InWatchList(40)*RSI(),InWatchList
(50)*RSI()),"~40-50 rsi","c");
Buy=0;
and see the
Plot(Foreign("~40-50 rsi","c"),"40-50 rsi",7,8);
Dimitris Tsokakis
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